-15.4%
ROP vs PNR
-21.1%
+5.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -8.0% | -5.5% | -2.5% | -6.2% |
| 30D | -2.7% | -15.6% | +12.8% | +3.0% |
| 3M | +16.6% | -20.2% | +36.8% | +24.8% |
| 6M | +10.4% | -36.6% | +47.0% | +27.6% |
| YTD | -12.1% | -45.0% | +32.9% | +7.2% |
| 1Y | -23.6% | -47.4% | +23.8% | -5.4% |
| 3Y | -19.3% | -13.7% | -5.6% | -20.1% |
| 5Y | -15.4% | -20.8% | +5.4% | -13.0% |
| All | -15.4% | -21.1% | +5.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling